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SEUC.L vs. J15R.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SEUC.L vs. J15R.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SEUC.L) and JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (J15R.L). The values are adjusted to include any dividend payments, if applicable.

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SEUC.L vs. J15R.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SEUC.L
SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF
-0.17%3.03%4.21%4.17%-3.54%-0.27%0.22%0.79%0.03%
J15R.L
JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF
-0.41%3.20%4.41%6.37%-7.65%-0.87%0.71%2.78%0.30%
Different Trading Currencies

SEUC.L is traded in EUR, while J15R.L is traded in GBP. To make them comparable, the J15R.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SEUC.L achieves a -0.17% return, which is significantly higher than J15R.L's -0.41% return.


SEUC.L

1D
0.13%
1M
-0.55%
YTD
-0.17%
6M
0.33%
1Y
2.09%
3Y*
3.52%
5Y*
1.43%
10Y*
0.81%

J15R.L

1D
0.71%
1M
-1.16%
YTD
-0.41%
6M
0.16%
1Y
2.26%
3Y*
4.20%
5Y*
0.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SEUC.L vs. J15R.L - Expense Ratio Comparison

SEUC.L has a 0.20% expense ratio, which is higher than J15R.L's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

SEUC.L vs. J15R.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SEUC.L
SEUC.L Risk / Return Rank: 8989
Overall Rank
SEUC.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SEUC.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
SEUC.L Omega Ratio Rank: 9494
Omega Ratio Rank
SEUC.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
SEUC.L Martin Ratio Rank: 8585
Martin Ratio Rank

J15R.L
J15R.L Risk / Return Rank: 6666
Overall Rank
J15R.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
J15R.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
J15R.L Omega Ratio Rank: 6363
Omega Ratio Rank
J15R.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
J15R.L Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SEUC.L vs. J15R.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SEUC.L) and JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (J15R.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


SEUC.LJ15R.LDifference

Sharpe ratio

Return per unit of total volatility

2.12

0.65

+1.46

Sortino ratio

Return per unit of downside risk

3.09

1.01

+2.08

Omega ratio

Gain probability vs. loss probability

1.46

1.13

+0.34

Calmar ratio

Return relative to maximum drawdown

2.41

0.85

+1.56

Martin ratio

Return relative to average drawdown

11.01

3.61

+7.40

SEUC.L vs. J15R.L - Sharpe Ratio Comparison

The current SEUC.L Sharpe Ratio is 2.12, which is higher than the J15R.L Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of SEUC.L and J15R.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SEUC.LJ15R.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

0.65

+1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.09

0.25

+0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.23

+0.22

Correlation

The correlation between SEUC.L and J15R.L is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SEUC.L vs. J15R.L - Dividend Comparison

SEUC.L's dividend yield for the trailing twelve months is around 2.98%, while J15R.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
SEUC.L
SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF
2.98%3.05%2.59%1.27%0.19%0.30%0.23%0.17%0.11%0.28%0.50%0.72%
J15R.L
JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SEUC.L vs. J15R.L - Drawdown Comparison

The maximum SEUC.L drawdown since its inception was -7.82%, smaller than the maximum J15R.L drawdown of -10.92%. Use the drawdown chart below to compare losses from any high point for SEUC.L and J15R.L.


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Drawdown Indicators


SEUC.LJ15R.LDifference

Max Drawdown

Largest peak-to-trough decline

-7.82%

-16.15%

+8.33%

Max Drawdown (1Y)

Largest decline over 1 year

-0.83%

-3.35%

+2.52%

Max Drawdown (5Y)

Largest decline over 5 years

-4.90%

-10.69%

+5.79%

Max Drawdown (10Y)

Largest decline over 10 years

-7.82%

Current Drawdown

Current decline from peak

-0.62%

-2.14%

+1.52%

Average Drawdown

Average peak-to-trough decline

-0.65%

-7.65%

+7.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.18%

1.21%

-1.03%

Volatility

SEUC.L vs. J15R.L - Volatility Comparison

The current volatility for SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SEUC.L) is 0.52%, while JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (J15R.L) has a volatility of 1.45%. This indicates that SEUC.L experiences smaller price fluctuations and is considered to be less risky than J15R.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEUC.LJ15R.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.52%

1.45%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

0.64%

2.06%

-1.42%

Volatility (1Y)

Calculated over the trailing 1-year period

0.98%

3.44%

-2.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.32%

3.90%

-2.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.13%

4.97%

-2.84%